Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 58.955622 65.822955 73.668760 83.413577 95.363824 109.778864 1.288693e+02
2025-02-02 51.850673 61.217891 72.975357 89.299090 112.244923 144.916320 1.984649e+02
2025-02-09 46.557592 56.864707 70.586467 91.108084 122.943904 174.687884 2.777933e+02
2025-02-16 42.188917 52.745131 67.391865 90.525942 129.275044 199.685932 3.688175e+02
2025-02-23 38.883355 49.518079 64.772466 89.985297 135.135006 226.190858 4.928773e+02
2025-03-02 35.795583 46.194753 61.476552 87.606652 136.893130 245.235180 6.273644e+02
2025-03-09 33.375607 43.572646 58.879851 85.864499 139.278232 267.052488 8.216328e+02
2025-03-16 30.718625 40.363131 55.014959 81.297845 134.810734 269.608805 9.440965e+02
2025-03-23 30.021237 40.030060 55.658674 84.860831 148.511533 331.549209 1.753758e+03
2025-03-30 28.561761 38.398632 53.999301 83.844813 151.608339 363.776251 2.748533e+03
2025-04-06 27.163448 36.761191 52.175270 82.240306 152.886857 391.393483 4.485971e+03
2025-04-13 25.503201 34.609979 49.313008 78.227411 147.182084 387.932800 5.613099e+03
2025-04-20 25.356867 34.928599 50.832031 83.558466 168.474767 533.194111 2.735927e+06
2025-04-27 25.221824 35.261041 52.429566 89.461329 194.875718 784.943817 NaN
2025-05-04 24.541375 34.629620 52.200175 91.275562 209.775323 1029.192646 NaN
2025-05-11 23.632409 33.548270 51.025911 90.691732 216.330361 1240.134875 NaN
2025-05-18 22.806884 32.558112 49.938466 90.149523 223.028367 1517.855212 NaN
2025-05-25 21.845891 31.281219 48.201202 87.764067 221.655798 1678.937372 NaN
2025-06-01 21.025326 30.208117 46.787295 86.016994 222.443089 1924.915956 NaN
2025-06-08 19.961188 28.664520 44.361871 81.437717 209.835835 1777.558162 NaN
2025-06-15 19.805707 28.706740 45.064640 85.010517 234.678285 3169.677056 NaN
2025-06-22 19.206947 27.932487 44.077563 83.991676 238.107956 4033.269047 NaN
2025-06-29 18.590103 27.099755 42.921771 82.382750 238.119292 4872.483462 NaN